+4.6%
HBAN vs TMF
-30.5%
+35.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.7% |
| 7D | +2.3% | -9.3% | +11.5% | +3.5% |
| 30D | +4.8% | +1.9% | +2.8% | +4.5% |
| 3M | -10.1% | -11.2% | +1.1% | -8.9% |
| 6M | +5.0% | -17.7% | +22.7% | +7.1% |
| YTD | -6.1% | -24.5% | +18.3% | -4.8% |
| 1Y | +4.6% | -29.4% | +34.0% | +7.4% |
| All | +4.6% | -30.5% | +35.0% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling